-88.5%
SMR vs DECK
+10.4%
-98.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.8% | -1.5% | -13.3% | -14.5% |
| 7D | -26.2% | +6.0% | -32.2% | -27.1% |
| 30D | -45.5% | +7.4% | -53.0% | -46.3% |
| 3M | -53.4% | -11.7% | -41.8% | -52.3% |
| 6M | -63.2% | -11.0% | -52.2% | -62.7% |
| YTD | -69.2% | -15.4% | -53.8% | -67.9% |
| 1Y | -88.5% | +7.2% | -95.7% | -89.7% |
| All | -88.5% | +10.4% | -98.9% | -89.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded DECK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling